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Dr. HE Yukun (何煜坤)

BSc (CUHK), MSc (ETH Zurich), PhD (Geneva)

Assistant Professor

Contact Information

Office:  AC1 Y6626
Phone: +852 34422152
Email: yukunhe@cityu.edu.hk

Research Interests

  • Probability; random matrix theory
Yukun He received his Bachelor degree from The Chinese University of Hong Kong in 2012, and his master degree from ETH Zurich in 2015. In 2018, he received his PhD in mathematics from University of Geneva. Before joining City University of Hong Kong in 2021, he worked as a postdoc at University of Zurich.

Papers on arXiv.


Preprints

  • He, Yukun. (2022). Spectral gap and edge universality of dense random regular graphs, arXiv 2203.07317.
  • Bao, Zhigang. & He, Yukun. (2021). Quantitative CLT for linear eigenvalue statistics of Wigner matrices. Annals of Applied Probability, minor revision.


Publications

  • He, Yukun. & Knowles, Antti. (2021). Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs. Probability Theory and Related Fields. 180. 985 - 1056.
  • Bao, Zhigang. & He, Yukun. (in press). On Cramér–von statistic for the spectral distribution of random matrices. Annals of Applied Probability.
  • He, Yukun. (2020). Bulk eigenvalue fluctuations of sparse random matrices. Annals of Applied Probability. 30. 2846 - 2879.
  • He, Yukun. , Knowles, Antti. & Marcozzi, Matteo. (2019). Local law and complete eigenvector delocalization for supercritical Erdős-Rényi graphs. Annals of Probability. 47. 3278 - 3302.
  • He, Yukun. & Knowles, Antti. (2020). Mesoscopic Eigenvalue Density Correlations of Wigner Matrices. Probability Theory and Related Fields. 177. 147 - 216.
  • He, Yukun. & Marcozzi, Matteo. (2019). Diffusion profile for random band matrices: a short proof. Journal of Statistical Physics. 177. 666-716.
  • He, Yukun. (2019). Mesoscopic Linear Statistics of Wigner Matrices of Mixed Symmetry Class. Journal of Statistical Physics. 175. 932 - 959.
  • He, Yukun. , Knowles, Antti. & Rosenthal, Ron. (2018). Isotropic self-consistent equations for mean-field random matrices. Probability Theory and Related Fields. 171. 203 - 249.
  • He, Yukun. & Knowles, Antti. (2017). Mesoscopic eigenvalue statistics of Wigner matrices. Annals of Applied Probability. 27. 1510 - 1550.


Teaching

  • Spring 2022, MA4529 Mathematical Finance


Last update date : 08 Apr 2022